Terry H. F. Cheuk

The University of Hong Kong - School of Business

Pokfulam Road

Hong Kong

Hong Kong

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 37,943

SSRN RANKINGS

Top 37,943

in Total Papers Downloads

1,561

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Alternative Neural Network Approach for Option Pricing and Hedging

Number of pages: 17 Posted: 27 Dec 2003
Andrew P. Carverhill and Terry H. F. Cheuk
City University of Hong Kong and The University of Hong Kong - School of Business
Downloads 682 (47,580)
Citation 11

Abstract:

Loading...

Derivatives, Options, Hedging, Neural Network, Non-Parametric Estimation

2.

The Price of the Smirk: Returns to Delta and Vega Neutral Portfolios of S&P 500 Futures Options

Number of pages: 30 Posted: 08 Feb 2002
Andrew P. Carverhill, Terry H. F. Cheuk and Sigurd Dyrting
City University of Hong Kong, The University of Hong Kong - School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 507 (69,350)
Citation 3

Abstract:

Loading...

The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis

Number of pages: 39 Posted: 11 Mar 2005
Andrew P. Carverhill, Terry H. F. Cheuk and Sigurd Dyrting
City University of Hong Kong, The University of Hong Kong - School of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 251 (151,548)

Abstract:

Loading...

futures, options, S&P500 index, smirk

The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis

Number of pages: 34 Posted: 14 Feb 2009
Terry H. F. Cheuk, Sigurd Dyrting and Andrew P. Carverhill
The University of Hong Kong - School of Business, Hong Kong University of Science & Technology (HKUST) - Department of Finance and City University of Hong Kong
Downloads 121 (286,838)
Citation 3

Abstract:

Loading...

Index options, smirk, factor analysis

4.

Average Interest Rate Caps

Posted: 03 May 1998
Terry H. F. Cheuk and Ton Vorst
The University of Hong Kong - School of Business and VU University Amsterdam - Department of Finance and Financial Sector Management

Abstract:

Loading...

5.

Shout Floors

Posted: 03 May 1998
Terry H. F. Cheuk and Ton Vorst
The University of Hong Kong - School of Business and VU University Amsterdam - Department of Finance and Financial Sector Management

Abstract:

Loading...

6.

Complex Barrier Options

J. OF DERIVATIVES, Fall 1996
Posted: 17 Apr 1998
Terry H. F. Cheuk and Ton Vorst
The University of Hong Kong - School of Business and VU University Amsterdam - Department of Finance and Financial Sector Management

Abstract:

Loading...